Hello I'm Matthew

I'm an engineer interested in quantitative finance,
software development, and algorithmic trading.

I am a Software Developer Quant Finance Enthusiast Computer Engineer



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About Me

I am a quantitative software engineer specializing in derivatives modeling engineering. I am currently working on the Options Trading Vehicle (OTV) desk at Two Sigma.

I'm particularly interested in the technology and quantitative techniques involved in algorithmic trading. I enjoy participating in hackathons and programming competitions in my spare time.

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Work Experience

  • August 2020 - Present

    Two Sigma

    Quantitative Software Engineer

    Modeling Engineering - Derivatives
    • Working on automated US equity options trading on the derivatives engineering team
    • Building trading systems and models for options market making

  • June 2019 - September 2019

    Google

    Software Engineering Intern

    Google Ads Traffic Estimation Modeling Infrastructure
    • Devised a linear regression model forecasting ad impressions/conversions based on campaign performance
    • Worked on RPC infrastructure and data generation pipeline to support ad forecasting models
    • Built monitoring validation that applies predictive modeling to past data to contrast output with ground-truth data

  • January 2019 - March 2019

    Facebook

    Software Engineering Intern

    Messenger back-end Core Graph Sendpath
    • Consolidated and refactored Messenger Core Graph heuristics for more efficient message processing
    • Built internal killswitch in Hack/PHP that controls individual Messenger Core Graph rule mechanisms
    • Built cross-platform thrift service in C++ that unifies Messenger/Instagram Graphs for message processing

  • June 2018 - August 2018

    NASA

    Software Engineering Intern

    IoT and Machine Learning
    • Trained neural networks and conducted supervised learning using BrainJS with NASA asteroid data to predict asteroid harmfulness and create data visualization mediums
    • Worked on IoT GPS location-tracking software for NASA vehicles in Java on the AndroidThings OS

Portfolio

Check out past projects as well as my latest work!